1 |
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Identification of Unknown Common Factors: Leaders and Followers
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Parker, Jason; Sul, Donggyu
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American Statistical Association
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2016
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2 |
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Editorial Board EOV
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unknown
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American Statistical Association
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2016
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3 |
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Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices
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Varneskov, Rasmus Tangsgaard
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American Statistical Association
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2016
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4 |
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Graphical Network Models for International Financial Flows
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Giudici, P.; Spelta, A.
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American Statistical Association
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2016
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5 |
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Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
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Hillebrand, Eric; Medeiros, Marcelo C.
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American Statistical Association
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2016
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6 |
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Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data
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Fan, Jianqing; Furger, Alex; Xiu, Dacheng
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American Statistical Association
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2016
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7 |
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Some Methods for Analyzing Big Dependent Data
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Tsay, Ruey S.
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American Statistical Association
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2016
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8 |
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Distillation of News Flow Into Analysis of Stock Reactions
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Zhang, Junni L.; Härdle, Wolfgang K.; Chen, Cathy Y.; Bommes, Elisabeth
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American Statistical Association
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2016
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9 |
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The Risk of a Mortality Catastrophe
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Bauer, Daniel; Kramer, Florian
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American Statistical Association
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2016
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10 |
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Using the Bootstrap to Test for Symmetry Under Unknown Dependence
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Psaradakis, Zacharias
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American Statistical Association
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2016
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